-29.3%
RIOT vs CTAS
+107.0%
-136.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.4% |
| 7D | -0.9% | -1.3% | +0.4% | +0.2% |
| 30D | +3.5% | -3.1% | +6.6% | +6.2% |
| 3M | -13.0% | +10.3% | -23.3% | -23.8% |
| 6M | +43.1% | +1.6% | +41.5% | +35.1% |
| YTD | +65.4% | +6.3% | +59.0% | +46.6% |
| 1Y | +27.7% | -0.5% | +28.2% | +20.1% |
| 3Y | +91.3% | +64.6% | +26.7% | -13.5% |
| 5Y | -29.3% | +106.0% | -135.3% | -77.2% |
| All | -29.3% | +107.0% | -136.3% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling